Sequential Binary Investment Decisions : a Bayesian Approach /
This book deals with analysis of sequential decision models in investment and portfolio theory. The optimal investment strategy is derived by using results from stochastic dynamic programming and from Bayesian statistics. The analysis is largely restricted to models with only two alternatives in ord...
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| Format: | eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
1988.
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| Series: | Lecture notes in economics and mathematical systems ;
313. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
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